analyze if the synthetic financial cycle components have significant forecasting power for the prediction of economic … recession forecasts significantly. In particular, the factor related to financial market participants’ uncertainty and risk …

analyze if the synthetic financial cycle components have significant forecasting power for the prediction of economic … recession forecasts significantly. In particular, the factor related to financial market participants' uncertainty and risk …

A series of standard and penalized logistic regression models is used for modeling and forecasting Great Recession and … COVID-19 recession in the US. These two recessions are scrutinized by taking a close look at the movement of five chosen … predictors themselves and their regression coefficients along with predicted recession probabilities. The empirical analysis …

We propose a parsimonious semiparametric method for macroeconomic forecasting during episodes of sudden changes. Based … does particularly well during the Great Recession and for variables such as inflation, unemployment, and real personal …

In this note we discuss the paper on exchange rate forecasting by Molodtsova and Papell (2012). In particular we …